Cherry Bud Workshop 2007
Yokohama, 13-16 March 2006

Tuesday 13 March 2007

09.45Aggregating risk capital: lessons learned from Basel IIPaul EmbrechtsDepartment of Mathematics, ETH Zurich, Switzerland
10.30Coffee/tea break
11.00Models for stochastic mortality with parameter uncertaintyAndrew CairnsMaxwell Institute for Mathematical Sciences, Edinburgh and Department of Actuarial Mathematics and Statistics, Heriot-Watt University, UK
11.45Limit of the human lifetime distributionMasaaki SibuyaProfessor Emeritus, Keio University, Japan
13.30Model based risk assessment and its data needs for improved risk management with applications for food risksLutz EdlerDept.of Biostatistics-C060. German Cancer Research Center, Germany
14.15Estimating risk through dataRichard JarrettCSIRO Mathematical and Information Sciences, Australia
15.00Coffee/tea break
15.30When did the Japanese government bond market become efficient?Koichi MiyazakiUniversity of Electro-communications Department of Systems Engineering, Japan;Satoshi Nomura
16.15Structured hidden Markov modelsJan BullaEMC-Consult, Germany
17.00Poster Session
Generation of $t$-distributions on spheres by stereographic projectionToshihiro AbeKeio University, Japan;Kunio Shimizu
Localization of Breakpoints in HIV Recombinants Ingo BullaKeio University, Japan
Asymptotic theory of estimation in long-memory processes with heavy-tail distributionTakeshi KatoKeio University, Japan
A characterization of ARMA and Fractional ARIMA models with infinitely divisible innovations Muneya MatsuiKeio University, Japan
A recent development of optimal partitioning in selective assemblyShun MatsuuraKeio University, Japan;Nobuo Shinozaki
High-resolutional estimation of disease locus on a chromosomeYuki SugayaKeio University, Japan
Numerical study on chaotic dynamical systems using unstable periodic orbitsYoshitaka SaikiKeio University, Japan
Laplace distribution by conditioning scale mixture of normal on a unit sphereHai-Yen SiewDepartment of Statistical Science, School of Multidisciplinary Sciences, Graduate University for Advanced Studies, Japan
The DandD EnvironmentDaisuke YokouchiKeio University, Japan
18.00Welcome party

Wednesday 14 March 2007

09.00A latent-state model for time series of animal behaviourWalter ZucchiniUniversity of G\"ottingen, Germany;David Raubenheimer
09.45Modelling swimmers' speeds over the course of a raceHideyasu ShimadzuKeio University, Japan
10.30Coffee/tea break
11.00Risk management in a world of climate change and extremesValerie Chavez-DemoulinDepartment of Mathematics, ETH Zurich, Switzerland
11.45Periodic autoregressive models for New Zealand hydro catchment inflows: an evaluation of their ability to forecast the risk of persistent low inflowsDavid HarteStatistics Research Associates, Ltd, New Zealand;Peter Thomson
13.30Arctic cloud detection using multi-angle and hyperspectral satellite imagesBin YuStatistics Department, University of California at Berkeley, USA
14.15The textile plot: a key to interaction through dataNatsuhiko KumasakaKeio University, Japan
15.00Coffee/tea break
15.30Exploratory statistical software for data analysisAntony UnwinAugsburg University, Germany
16.15Interactive glyph analysis with RAlexander GribovAugsburg University, Germany
19.00Workshop dinner

Thursday 15 March 2007

09.00On the Jones-Pewsey distributionKunio ShimizuKeio University, Japan
09.45A distribution for a pair of unit vectors generated by Brownian motionShogo KatoKeio University, Japan
10.30Coffee/tea break
11.00Some reflections on ``symmetry" and its role in the analysis of circular dataArthur PewseyUniversidad de Extremadura, C\'{a}ceres, Spain.
11.45Excursion to Asakusa

Friday 16 March 2007

09.00Reducing conservatism of exact small-sample inference for discrete dataAlan AgrestiDepartment of Statistics, University of Florida, Gainesville, Florida, USA
09.45Several classes of infinitely divisible distributions and examplesMakoto MaejimaKeio University, Japan
10.30Coffee/tea break
11.00Nonparametric estimation of copulas for time seriesPedro MorettinUniversity of Sao Paulo, Brazil
11.45A primer of Archimedean copulas in high dimensionsJohanna NeslehovaDepartment of Mathematics, ETH Zurich, Switzerland
13.30Measuring the effectiveness of marketing activities and baseline sales from POS data using Bayesian state space modelsTomohiro AndoGraduate School of Business Administration, Keio University, Japan
14.15An analysis of tax revenue forecast errorsPeter ThomsonStatistics Research Associates Ltd, New Zealand